Approximation of stochastic integrals with applications to goodness-of- fit tests

DOI10.1214/AOS/1176348531zbMath0756.62022OpenAlexW2085649512MaRDI QIDQ1192981

Alex J. Koning

Publication date: 27 September 1992

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176348531

zbMATH Keywords

martingalegoodness-of-fit testsstochastic integralsimple hypothesisapproximations by Gaussian processesgeneralized rank testsgeneralized supremum-type tests

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Strong limit theorems (60F15) Stochastic integrals (60H05)

Related Items (6)

Intermediate efficiency in nonparametric testing problems with an application to some weighted statistics ⋮ On nonparametric tests for symmetry in \(R^ m\) ⋮ On Wieand's theorem ⋮ KMT‐type inequalities and goodness‐of‐fit tests ⋮ Tail behaviour of Gaussian processes with applications to the Brownian pillow. ⋮ A conversation with Estate V. Khmaladze

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